Optimal Signaling Mechanisms in Unobservable Queues with Strategic Customers
Optimal Signaling Mechanisms in Unobservable Queues with Strategic Customers
复制标题
战略客户不可观察队列中的最佳信号机制
DOI：
10.1145/3033274.3085135
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发表时间：
2017
期刊：
影响因子：
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通讯作者：
Iyer, Krishnamurthy
中科院分区：
文献类型：
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作者：
Lingenbrink, David;Iyer, Krishnamurthy
研究了以固定价格向对延迟敏感的顾客提供泊松到达服务的不可观测单服务台排队系统的最优信息共享问题。服务提供商观察队列，并且可以与到达的客户共享状态信息。客户是贝叶斯和战略客户，在决定是否加入队列之前，会将这些信息纳入他们的信念中。我们提出了以下问题：服务提供商应该采用哪种信令机制来最大化其预期收入？我们将该问题描述为队列稳态分布中的一个无限线性规划问题，并证明了，一般而言，最优信令机制要求服务提供商策略性地隐藏信息以激励客户加入。特别地，我们证明了具有门限结构的二元信令机制是最优的。最后，我们证明了与最优固定价格相结合，最优信号机制产生与最优状态相关定价机制相同的预期收益。这表明，在依赖于国家的定价不可行的情况下，信号可以有效地实现最优收入。我们的工作对动态贝叶斯说服的文献做出了贡献，并为扩展提供了许多有趣的方向。
We consider the problem of optimal information sharing in an unobservable single-server queue offering service at a fixed price to a Poisson arrival of delay-sensitive customers. The service provider observes the queue, and may share state information with arriving customers. The customers are Bayesian and strategic, and incorporate this information into their beliefs before deciding whether to join the queue. We pose the following question: which signaling mechanism should the service provider adopt to maximize her expected revenue? We formulate this problem as an infinite linear program in the queue's steady-state distribution, and establish that, in general, the optimal signaling mechanism requires the service provider to strategically conceal information in order to incentivize customers to join. In particular, we show that a binary signaling mechanism with a threshold structure is optimal. Finally, we prove that coupled with an optimal fixed price, the optimal signaling mechanism generates the same expected revenue as the optimal state-dependent pricing mechanism. This suggests that in settings where state-dependent pricing is infeasible, signaling can be effective in achieving the optimal revenue. Our work contributes to the literature on dynamic Bayesian persuasion, and provides many interesting directions for extensions.